Name
Title | ||
|---|---|---|
The Generalized Eigenvalue Problem for Nonsquare Pencils Using a Minimal Perturbation Approach |
Abstract | ||
|---|---|---|
This work focuses on nonsquare matrix pencils $A - \lambda B$, where $A,B \in {\cal M}^{m \times n}$ and $m n$. Traditional methods for solving such nonsquare generalized eigenvalue problems $(A - \lambda B)\underline{v} = \underline{0}$ are expected to lead to no solutions in most cases. In this paper we propose a different treatment: We search for the minimal perturbation to the pair $(A,B)$ such that these solutions are indeed possible. Two cases are considered and analyzed: (i) the case when $n=1$ (vector pencils); and (ii) more generally, the $n1$ case with the existence of one eigenpair. For both, this paper proposes insight into the characteristics of the described problems along with practical numerical algorithms toward their solution. We also present a simplifying factorization for such nonsquare pencils, and some relations to the notion of pseudospectra. |
Year | DOI | Venue |
|---|---|---|
2005 | 10.1137/S0895479803428795 | SIAM J. Matrix Analysis Applications |
Keywords | Field | DocType |
minimal perturbation approach,times n,generalized eigenvalue,nonsquare pencils,different treatment,cal m,nonsquare pencil,nonsquare matrix pencil,generalized eigenvalue problem,m n,practical numerical algorithm,lambda b,minimal perturbation,pseudospectra,eigenvalue problem | Mathematical optimization,Matrix (mathematics),Factorization,Eigendecomposition of a matrix,Eigenvalues and eigenvectors,Perturbation (astronomy),Mathematics,Lambda | Journal |
Volume | Issue | ISSN |
27 | 2 | 0895-4798 |
Citations | PageRank | References |
21 | 1.91 | 8 |
Authors | ||
4 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Gregory Boutry | 1 | 21 | 2.25 |
| Michael Elad | 2 | 11274 | 854.93 |
| Gene H. Golub | 3 | 2558 | 856.07 |
| Peyman Milanfar | 4 | 3284 | 155.61 |